My dog has long nails and we never cut them. We exercise him a lot outside so that helps. But should we buy some tool to cut them ourselves or bring him to Petco or somewhere.

If he is fidgety you definitely want to take him to Petco or somewhere.
You don't want to hit the vein accidentally clipping too far up.

You can buy dog nail clippers anywhere there are pet supplies. They work quite well for some people on some dogs. Light colored nails where you can see and avoid the quick go best. With black nails, you just have to frequently take off a little. The dog needs to trust you and see you as leader. I often work with the dog in my lap on its back.

I mostly use the Dremel since my kids were generous Christmas 06.

The sanding drum for the dremel tool. I generally use about a medium speed.

Probably the most important tips when using a dremel on dog nails is to wrap long hair (both human and dog) out of the way while working and to always keep the dremel moving. Long hair can get caught around the rotating drum pulling the moving drum into the skin and causing burns/cuts. You need to keep the dremel moving because if you leave it in one spot it will get hot and hurt the dog and they will pull their foot away.

Generally when doing nails I trim the tips off with a regular pair of nail clippers and then use the dremel to finish the job, taking off the rough edges.

Here's a link for a site describing the process
How to Dremel Dog Nails @ DoberDawn.com